It depends on what you consider locked. For all practical reasons all 4 wheels are locked however the following can exist. If the ML is in park and is on a lift you can turn any wheel so they are not truly locked. If the ML is on one jack stand and one wheel is off, the vehicle can roll. If the ML is in park and one wheel is off the ground on a jack it can roll. Remember that the ML has 3 open differentials. So depending on what you are doing it is always best to chock the wheels when working on the vehicle.
Mike

It depends on what you consider locked. For all practical reasons all 4 wheels are locked however the following can exist. If the ML is in park and is on a lift you can turn any wheel so they are not truly locked. If the ML is on one jack stand and one wheel is off, the vehicle can roll. If the ML is in park and one wheel is off the ground on a jack it can roll. Remember that the ML has 3 open differentials. So depending on what you are doing it is always best to chock the wheels when working on the vehicle.
Mike

I guess I have to preface everything here...

If you ever jack up any wheel of ANY vehicle, the vehicle should be properly chocked and the parking brake should be applied.

I thought he was talking about parking not jacking it up to work on it.....

OP question is out of context. My answer is NONE. Putting vehicle in Park does not lock any of the wheels.

Witek, this is not meant as a challenge/dispute of what you have said above but I find that when my truck is on an incline and the transmission is in PARK, the truck will not move.

Could one not say therefore that the wheels have been 'locked'?

What stops the truck from moving?

ps.

On a lighter note and not wishing to engage in an English language debate, HOW could the OP's question be out of context?

'Context' means: the text in which a word or passage appears and which helps ascertain its meaning; the surroundings, circumstances, environment, background or settings which determine, specify, or clarify the meaning of an event